Preheat the oven to 400 degrees Fahrenheit (205 degrees Celsius).
Heat a grill or grill pan to high heat, drizzle with olive oil, and grill the lobster tails (about 10 minutes, depending on the size). Once cooked, set aside.
Follow the package directions for cooking the elbow macaroni.
In a large saucepan over medium heat, melt the butter. Stir the flour into the melted butter for 3 minutes, or until thickened.
Whisk in the milk gradually, a little at a time.
The thicker the sauce, the slower you add the milk.
Incorporate the cheddar, gruyere, and parmesan cheeses into the sauce (reserve a bit of each for the top).
Stir in the salt, pepper, garlic powder, mustard powder, and nutmeg until well combined.
Stir in the cooked macaroni noodles and lobster to the sauce.
Transfer to a 9 x 13 baking dish that has been sprayed with cooking spray. Sprinkle the remaining cheeses on top and bake for 20-25 minutes, or until golden and bubbling.